Index CFDs Specifications
Index CFDs are seen as a good way for a trader to mitigate risk, because indices spread the risk across the market, rather than having all of your eggs in one basket (company). It can also be less time consuming to trade indices, as traders do not need to spend so long meticulously analysing each stock. Check out the Indices specifications below.
Real-time spreads table
| Symbol | Margin, USD | 1 Pip,USD | Spread, Classic account, USD | Spread, PRO account, USD | ||
|---|---|---|---|---|---|---|
DE30Index | 2,826.88 | 0.11 | 57.62 | 57.62 | ||
JAPANIndex | 4,153.24 | 0.92 | 73.86 | 73.86 | ||
US30Index | 5,358.72 | 1.00 | 44.00 | 42.00 | ||
US500Index | 5,979.48 | 1.00 | 76.00 | 104.00 | ||
USTECHIndex | 1,574.22 | 0.10 | 19.50 | 37.80 | ||
UK100Index | 1,852.26 | 1.30 | 20.74 | 20.74 | ||
DXY | 4,847.75 | 1.00 | 50.00 | 50.00 |
* Commission is only applied to PRO accounts
* Please note that the table displays the minimum possible values for variable spreads. Maximum values are not limited and are determined by the market conditions at each point in the implied time period. The spreads are updated with every reload of the page.
If you wish to learn more about our CFD products, we encourage you to peruse our ultimate CFDs guide - Click here to download 
SPOT OIL We offer a non-expiring CFDs market based on the front month ("spot") futures price of WTI and Brent crude oil. One trading day prior to the expiry date of the futures market, we will: 1. Adjust the quote of the market by the difference between the last traded prices of the spot (front) month and the next month's price (the spread). 2. Make a credit/debit adjustment to your accounts with open positions based on the spread. 3. Adjust any working stop or limit orders based on the spread.
Example: On 1 January, we quote 98.10 – 98.25 for the spot WTI market. This price is based on the current front month for WTI, which in this example is the February 2014 contract. You decide to SELL 0.1 CFDs and hold your position open through the next month. On 15 January, we switch from using the February 2014 quote to the March 2014 quote as the basis for the spot price, because the underlying February 2014 futures market expires on 16 January. The last traded prices of the underlying NYMEX futures contract for the spot month are 98.00 (Feb) and for the next month 96.62 (March.) so our price is adjusted down by 138 pips. Your open position is adjusted by 138 pips (+138 for long positions, -138 for short positions.) In this example, the account will be debited (1.38*1000*0.1) = $138. In other words, because the spot quote dropped by 138 , your account would be debited the equivalent of 138 pips to adjust for the change in quote. If the quote had risen by 138 pips, you would be credited the equivalent of 138 pips. This happens each month when the new quote is issued.
